-16.8%
CMG vs MS
+157.8%
-174.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +8.0% | -1.6% | +9.5% | +8.4% |
| 30D | +11.9% | -3.8% | +15.7% | +12.8% |
| 3M | +2.1% | -14.6% | +16.7% | +6.2% |
| 6M | +5.2% | -5.1% | +10.2% | +4.8% |
| YTD | -6.9% | +4.5% | -11.5% | -10.5% |
| 1Y | +12.7% | +13.5% | -0.9% | +5.6% |
| 3Y | -16.8% | +160.4% | -177.2% | -31.6% |
| All | -16.8% | +157.8% | -174.6% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling